| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 98.0% |
| Cumulative Return | -55.97% |
| CAGR﹪ | -0.4% |
| Sharpe | 0.07 |
| Prob. Sharpe Ratio | 84.61% |
| Smart Sharpe | 0.07 |
| Sortino | 0.1 |
| Smart Sortino | 0.1 |
| Sortino/√2 | 0.07 |
| Smart Sortino/√2 | 0.07 |
| Omega | 1.02 |
| Max Drawdown | -84.42% |
| Max DD Date | 2025-05-07 |
| Max DD Period Start | 2025-04-07 |
| Max DD Period End | 2025-05-10 |
| Longest DD Days | 52 |
| Volatility (ann.) | 18.5% |
| Calmar | -0.0 |
| Skew | 0.07 |
| Kurtosis | 33.62 |
| Expected Daily | -0.0% |
| Expected Monthly | -11.06% |
| Expected Yearly | -33.64% |
| Kelly Criterion | 0.91% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.91% |
| Expected Shortfall (cVaR) | -3.35% |
| Max Consecutive Wins | 12 |
| Max Consecutive Losses | 12 |
| Gain/Pain Ratio | 0.29 |
| Gain/Pain (1M) | 2.15 |
| Payoff Ratio | 1.02 |
| Profit Factor | 1.02 |
| Common Sense Ratio | 1.01 |
| CPC Index | 0.52 |
| Tail Ratio | 0.99 |
| Outlier Win Ratio | 6.5 |
| Outlier Loss Ratio | 6.2 |
| MTD | -21.83% |
| 3M | -60.96% |
| 6M | -55.97% |
| YTD | 15.24% |
| 1Y | -55.97% |
| 3Y (ann.) | -0.4% |
| 5Y (ann.) | -0.4% |
| 10Y (ann.) | -0.4% |
| All-time (ann.) | -0.4% |
| Best Day | 18.0% |
| Worst Day | -25.93% |
| Best Month | 347.1% |
| Worst Month | -64.58% |
| Best Year | 15.24% |
| Worst Year | -61.79% |
| Avg. Drawdown | -9.72% |
| Avg. Drawdown Days | 4 |
| Recovery Factor | 3.2 |
| Ulcer Index | 0.55 |
| Serenity Index | 0.07 |
| Avg. Up Month | 182.56% |
| Avg. Down Month | -36.35% |
| Win Days | 50.02% |
| Win Month | 28.57% |
| Win Quarter | 33.33% |
| Win Year | 50.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2024 | -50.49% | -61.79% |
| 2025 | 321.01% | 15.24% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-07 | 2025-05-10 | -84.42 | 33 |
| 2025-01-10 | 2025-02-03 | -82.56 | 24 |
| 2025-02-03 | 2025-02-28 | -81.41 | 26 |
| 2024-11-18 | 2025-01-09 | -78.18 | 52 |
| 2025-02-28 | 2025-04-07 | -53.81 | 38 |
| 2025-01-10 | 2025-01-10 | -24.96 | 1 |
| 2025-01-09 | 2025-01-09 | -23.04 | 1 |
| 2025-02-03 | 2025-02-03 | -12.63 | 1 |
| 2025-02-03 | 2025-02-03 | -10.48 | 1 |
| 2025-01-09 | 2025-01-10 | -9.04 | 1 |